This has got me interested. I am not sure of the answer, but I might have a guess that the effect of a crosswind is determined the angle of attack that it creates on the tailfin. The angle of attack is due to the direction of the relative airflow, which is a function of the forward speed of the aircraft (TAS) and the strength of the crosswind. Thus higher forward speed = smaller angle of attack change = crosswind has less effect.
Is this reasoning correct?